Your teleport speed (when using teleport locomotion) is important in several parts of the run. You'd assume that instant is the best, as it's the fastest, but this isn't the case in certain parts. Many spots, specifically where you have to jump-teleport a large distance, instant will actually hinder your progress.
For example, to make the last jump in Harmony (World 3), you need to make a jump that is farther than the game "should" let you. However, with anything below Instant teleport speed, you can just barely make it over. Another important spot for this jump is Crater (World 2), where you need the slowest teleport speed in order to make the jump.